For me personally I enjoy the game for how it doesn't force you to do anything. Although Skyrim is also like this, I found some quests aren't available unless you complete certain points of the main quest (like buying a house in Whiterun, for instance)
So my advice to you is to get to know Cyrodiil. take a walk around and explore the map, seeing what it has to offer. How about some dungeon diving? The Daedric shrines are also worth a visit (although the majority are useless unless you are at a high level) and they're not too hard to find if you explore.
Also the guild quests are so much better than Skyrim IMO. Compared to the companions and Winterhold College, the Fighters and Mages guild have SO much more to offer, so It is definitely worth checking them out should you choose to. There are guild halls for both the Fighters guild and Mages guild in each major city (apart from the Imperial City).
So, yeah that's my advice when it comes to getting into the game. You are sure to get much more advice soon enough, but I hope I have helped a little bit